Published February 23, 2015 | Version v1
Software Open

ARCH Toolbox for Python

Creators

  • 1. University of Oxford

Description

A python toolbox that currently includes:

  • volatility modeling
  • statistical bootstrapping
  • multiple comparison procedures
  • unit root testing 

Notes

GitHub repository: https://github.com/bashtage/arch

Files

arch-3.0.zip

Files (534.9 kB)

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